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SMSN.L vs. LYP6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMSN.L vs. LYP6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Samsung Electronics Co. Ltd (SMSN.L) and Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SMSN.L is traded in USD, while LYP6.DE is traded in EUR. To make them comparable, the LYP6.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SMSN.L achieves a 161.93% return, which is significantly higher than LYP6.DE's 7.30% return. Over the past 10 years, SMSN.L has outperformed LYP6.DE with an annualized return of 27.99%, while LYP6.DE has yielded a comparatively lower 10.37% annualized return.


SMSN.L

1D
6.51%
1M
13.49%
YTD
161.93%
6M
204.19%
1Y
399.27%
3Y*
59.18%
5Y*
26.81%
10Y*
27.99%

LYP6.DE

1D
1.79%
1M
2.71%
YTD
7.30%
6M
9.95%
1Y
18.31%
3Y*
16.91%
5Y*
8.81%
10Y*
10.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMSN.L vs. LYP6.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMSN.L
Samsung Electronics Co. Ltd
161.93%130.81%-37.94%38.34%-31.32%-8.01%60.01%41.56%-25.35%62.93%
LYP6.DE
Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc
7.30%36.40%2.06%19.63%-15.34%14.96%7.89%25.87%-15.46%27.06%

Correlation

The correlation between SMSN.L and LYP6.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.39

Correlation (5Y)
Calculated over the trailing 5-year period

0.47

Correlation (10Y)
Calculated over the trailing 10-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2013

0.42

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Return for Risk

SMSN.L vs. LYP6.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SMSN.L
SMSN.L Risk / Return Rank: 9999
Overall Rank
SMSN.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SMSN.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
SMSN.L Omega Ratio Rank: 9898
Omega Ratio Rank
SMSN.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
SMSN.L Martin Ratio Rank: 9999
Martin Ratio Rank

LYP6.DE
LYP6.DE Risk / Return Rank: 4747
Overall Rank
LYP6.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
LYP6.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
LYP6.DE Omega Ratio Rank: 4747
Omega Ratio Rank
LYP6.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
LYP6.DE Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SMSN.L vs. LYP6.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Samsung Electronics Co. Ltd (SMSN.L) and Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SMSN.LLYP6.DEDifference
Sharpe ratioReturn per unit of total volatility

+6.55

Sortino ratioReturn per unit of downside risk

+4.01

Omega ratioGain probability vs. loss probability

1.75

1.22

+0.53

Calmar ratioReturn relative to maximum drawdown

18.03

1.61

+16.43

Martin ratioReturn relative to average drawdown

57.94

5.74

+52.20

SMSN.L vs. LYP6.DE - Sharpe Ratio Comparison

The current SMSN.L Sharpe Ratio is 7.76, which is higher than the LYP6.DE Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of SMSN.L and LYP6.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SMSN.L vs. LYP6.DE - Drawdown Comparison

The maximum SMSN.L drawdown since its inception was -55.59%, which is greater than LYP6.DE's maximum drawdown of -35.72%. Use the drawdown chart below to compare losses from any high point for SMSN.L and LYP6.DE.


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Drawdown Indicators


SMSN.LLYP6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-55.59%

-35.72%

-19.87%

Max Drawdown (1Y)

Largest decline over 1 year

-21.96%

-11.34%

-10.62%

Max Drawdown (3Y)

Largest decline over 3 years

-44.52%

-14.96%

-29.56%

Max Drawdown (5Y)

Largest decline over 5 years

-49.12%

-32.18%

-16.94%

Max Drawdown (10Y)

Largest decline over 10 years

-54.44%

-35.72%

-18.72%

Current Drawdown

Current decline from peak

-8.55%

-0.90%

-7.65%

Average Drawdown

Average peak-to-trough decline

-17.37%

-7.46%

-9.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.85%

3.18%

+3.67%

Volatility

SMSN.L vs. LYP6.DE - Volatility Comparison

Samsung Electronics Co. Ltd (SMSN.L) has a higher volatility of 20.71% compared to Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) at 5.05%. This indicates that SMSN.L's price experiences larger fluctuations and is considered to be riskier than LYP6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMSN.LLYP6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.71%

5.05%

+15.66%

Volatility (6M)

Calculated over the trailing 6-month period

43.80%

12.57%

+31.23%

Volatility (1Y)

Calculated over the trailing 1-year period

51.06%

15.05%

+36.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.83%

17.68%

+17.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.95%

17.80%

+15.15%

Dividends

SMSN.L vs. LYP6.DE - Dividend Comparison

SMSN.L's dividend yield for the trailing twelve months is around 0.35%, while LYP6.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
LYP6.DE
Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMSN.L
Samsung Electronics Co. Ltd
0.35%0.94%2.88%1.79%2.50%1.85%3.60%2.47%3.65%1.62%1.68%1.71%

Frequently Asked Questions


SMSN.L and LYP6.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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